+120.2%
BKR vs MKTX
+5.0%
+115.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | -8.1% | +0.7% | -8.9% | -8.2% |
| 3M | -6.6% | +40.8% | -47.4% | -11.5% |
| 6M | +0.9% | -8.0% | +8.9% | +1.6% |
| YTD | +31.1% | -8.7% | +39.8% | +32.1% |
| 1Y | +27.7% | -11.8% | +39.5% | +29.2% |
| 3Y | +71.2% | -24.0% | +95.3% | +73.5% |
| 5Y | +177.6% | -60.3% | +238.0% | +210.5% |
| All | +120.2% | +5.0% | +115.1% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling